Event Study Parameter Set — ParameterSet • EventStudy

The parameter set defines the Event Study, e.g, the return calculation, the event study model, the AR, CAR, AAR, and CAAR test statistics that should be applied.

Public fields

return_calculation: A R6 object for calculating returns.
return_model: A R6 object for fitting the desired model.
single_event_statistics: single event test statistic R6 object.
multi_event_statistics: multi event test statistic R6 object.
study_type: Type of event study: "return" (default), "volume", or "volatility". Affects axis labels in plots.
degenerate_handling: Controls how degenerate estimation data is handled. One of "lenient" (default), "strict", or NULL (defer to package option or built-in default). See ?degenerate-input-contract for details.

Methods

`ParameterSet$new()`

Initialize the parameters that defines the Event Study that should be applied.

Usage

ParameterSet$new(
  return_calculation = SimpleReturn$new(),
  return_model = MarketModel$new(),
  single_event_statistics = SingleEventStatisticsSet$new(),
  multi_event_statistics = MultiEventStatisticsSet$new(),
  degenerate_handling = NULL
)

Arguments

return_calculation: An initialized return calculation class. Defaults to SimpleReturn.
return_model: An initialized event study model. Defaults to MarketModel.
single_event_statistics: Definition of single event test statistics. Defaults to SingleEventStatisticsSet (AR T and CAR T tests).
multi_event_statistics: Definition of multiple event test statistics. Defaults to MultiEventStatisticsSet (CSect T test).
degenerate_handling: One of "lenient", "strict", or NULL. See ?degenerate-input-contract.

`ParameterSet$print()`

Print a summary of the parameter set.

Usage

ParameterSet$print(...)

`ParameterSet$clone()`

The objects of this class are cloneable with this method.

Usage

ParameterSet$clone(deep = FALSE)

Arguments

deep: Whether to make a deep clone.